Still confused, which language i should start learn to design my ATS?

[mcgene4xpro]

Quote from LeeD:

Aha. So, what you are saying is platforms may let diligent strategy developers code these "circuit-breakers" but retail platfroms don't offer "circuit-breakers" as a readily available overlay.

Now, i am wondering why not learning JAVA which is a general purpose language and at the same time is the language of jforex of Dukascopy and i think marketcetera. I am thinking to jump to marketcetera on time later.

What do you think about java. Learning wise/code programming wise?

thanks.

 

[mcgene4xpro]

also , i have read this opinion to compare C++/C# and Java.

Depends on the type of system. C++ is traditionally associated with finance applications because people use it to code fast monte-carlo models for pricing derivative securities. This is probably irrelevant if you're not a quantitative analyst (quant).

For a trading floor system or other transactional application C++ will certainly get you faster performance and more transaction volume in a smaller memory footprint and less CPU. However, database and network performance are more likely to be a limiting factor, and Java or C# can be scaled by using clustered architectures.

Java and C# can pause for garbage collection which leads to dead spaces in your application's response times. These delays might be unacceptable for some applications (e.g. algorithmic trading platforms) that need to support reliable realtime responses. In this case C++ allows you tighter control over this behaviour and may be preferable.

Quote from LeeD:

Thanks for a prompt reply!

You are welcome! I woudl strongly recommend to avoid C++ unless you are already experienced with other programming languages. C++ requires greater understanding of how computers work. Further, in C++ there are a few types of difficult-to-track-down bugs (such as memory leaks, pointers to already deleted objects etc) which are impossible in C#, Java and most other popular languages.

 

[LeeD]

One of the reasons to use C++ is there is a huge collection computational libraries in this laguage. Matrix algebra, optimisation, statistics. You name it! Further, for people who like it on the cheap, there are free libraries in Fortran that can be translated into C++ with f2c.

With C++/CLI one can combine C++ and C# code in one project. As a result it's possible to take full advatage of where C# is the strongest, creating graphic user intefaces, and still use all the computational code in C++.